This paper explores the intricate interplay between perceived challenge and narrative immersion within role-playing game (RPG) video games, motivated by the escalating influence of game difficulty on player choices. A quantitative methodology was employed, utilizing three specific questionnaires for data collection on player habits and experiences, perceived challenge, and narrative immersion. The study consisted of two interconnected stages: an initial research phase to identify and understand player habits, followed by an in-person intervention involving the playing of three distinct RPG video games. During this intervention, selected players engaged with the chosen RPG video games separately, and after each session, responded to two surveys assessing narrative immersion and perceived challenge. The study concludes that a meticulous adjustment of perceived challenge by video game studios moderately influences narrative immersion, reinforcing the enduring prominence of the RPG genre as a distinctive choice in narrative.